Hits 1-2 within 2 documents
Pricing Options with Green's Functions when Volatility, Interest Rate, and Barriers Depend on Time [journal article]
Source: Quantitative Finance, 8 (2008) 2. p.119-133
Hits 1-2 within 2 documents
Author(s): Dorfleitner, Gregor; Schneider, Paul; Hawlitschek, Kurt; Buch, Arne
Source: Quantitative Finance, 8 (2008) 2. p.119-133
Author(s): Schneider, Paul; Koska, Thorsten; Schäfer-Sparenberg, Carolin.- 2024. 97p.